CME Pit-Traded Corn Future July 2012

Trading Metrics calculated at close of trading on 07-Sep-2011

Day Change Summary
	Previous	Current
	06-Sep-2011	07-Sep-2011	Change	Change %	Previous Week
Open	774-0	771-4	-2-4	-0.3%	791-0
High	780-0	771-4	-8-4	-1.1%	794-4
Low	774-0	771-4	-2-4	-0.3%	759-6
Close	778-6	772-0	-6-6	-0.9%	782-0
Range	6-0	0-0	-6-0	-100.0%	34-6
ATR	13-0	12-4	-0-3	-3.1%	0-0
Volume	10,937	11,933	996	9.1%	58,423

Daily Pivots for day following 07-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	771-5	771-7	772-0
R3	771-5	771-7	772-0
R2	771-5	771-5	772-0
R1	771-7	771-7	772-0	771-6
PP	771-5	771-5	771-5	771-5
S1	771-7	771-7	772-0	771-6
S2	771-5	771-5	772-0
S3	771-5	771-7	772-0
S4	771-5	771-7	772-0

Weekly Pivots for week ending 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	883-0	867-2	801-1
R3	848-2	832-4	791-4
R2	813-4	813-4	788-3
R1	797-6	797-6	785-1	788-2
PP	778-6	778-6	778-6	774-0
S1	763-0	763-0	778-7	753-4
S2	744-0	744-0	775-5
S3	709-2	728-2	772-4
S4	674-4	693-4	762-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	792-0	759-6	32-2	4.2%	9-1	1.2%	38%	False	False	11,757
10	794-4	753-0	41-4	5.4%	10-2	1.3%	46%	False	False	11,288
20	794-4	710-4	84-0	10.9%	7-4	1.0%	73%	False	False	9,035

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-1
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	771-4
2.618	771-4
1.618	771-4
1.000	771-4
0.618	771-4
HIGH	771-4
0.618	771-4
0.500	771-4
0.382	771-4
LOW	771-4
0.618	771-4
1.000	771-4
1.618	771-4
2.618	771-4
4.250	771-4

Fisher Pivots for day following 07-Sep-2011
Pivot	1 day	3 day
R1	771-7	773-6
PP	771-5	773-1
S1	771-4	772-5

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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